ECBOT 5 Year T-Note Future September 2018
Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
113-015 |
113-015 |
0-000 |
0.0% |
113-075 |
High |
113-050 |
113-015 |
-0-035 |
-0.1% |
113-093 |
Low |
112-302 |
112-278 |
-0-025 |
-0.1% |
112-278 |
Close |
113-013 |
112-287 |
-0-045 |
-0.1% |
112-287 |
Range |
0-068 |
0-058 |
-0-010 |
-14.8% |
0-135 |
ATR |
0-060 |
0-060 |
0-000 |
-0.3% |
0-000 |
Volume |
10,528 |
6,696 |
-3,832 |
-36.4% |
47,346 |
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-153 |
113-118 |
112-319 |
|
R3 |
113-095 |
113-060 |
112-303 |
|
R2 |
113-038 |
113-038 |
112-298 |
|
R1 |
113-002 |
113-002 |
112-293 |
112-311 |
PP |
112-300 |
112-300 |
112-300 |
112-294 |
S1 |
112-265 |
112-265 |
112-282 |
112-254 |
S2 |
112-242 |
112-242 |
112-277 |
|
S3 |
112-185 |
112-207 |
112-272 |
|
S4 |
112-127 |
112-150 |
112-256 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-091 |
114-004 |
113-042 |
|
R3 |
113-276 |
113-189 |
113-005 |
|
R2 |
113-141 |
113-141 |
112-312 |
|
R1 |
113-054 |
113-054 |
112-300 |
113-030 |
PP |
113-006 |
113-006 |
113-006 |
112-314 |
S1 |
112-239 |
112-239 |
112-275 |
112-215 |
S2 |
112-191 |
112-191 |
112-263 |
|
S3 |
112-056 |
112-104 |
112-250 |
|
S4 |
111-241 |
111-289 |
112-213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-093 |
112-278 |
0-135 |
0.4% |
0-049 |
0.1% |
7% |
False |
True |
9,469 |
10 |
113-213 |
112-278 |
0-255 |
0.7% |
0-057 |
0.2% |
4% |
False |
True |
51,430 |
20 |
113-278 |
112-278 |
1-000 |
0.9% |
0-057 |
0.2% |
3% |
False |
True |
624,091 |
40 |
113-278 |
112-278 |
1-000 |
0.9% |
0-061 |
0.2% |
3% |
False |
True |
699,884 |
60 |
113-278 |
112-278 |
1-000 |
0.9% |
0-062 |
0.2% |
3% |
False |
True |
688,251 |
80 |
114-153 |
112-240 |
1-233 |
1.5% |
0-075 |
0.2% |
9% |
False |
False |
790,660 |
100 |
114-153 |
112-147 |
2-005 |
1.8% |
0-070 |
0.2% |
22% |
False |
False |
644,483 |
120 |
114-173 |
112-147 |
2-025 |
1.8% |
0-066 |
0.2% |
21% |
False |
False |
537,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-259 |
2.618 |
113-166 |
1.618 |
113-108 |
1.000 |
113-073 |
0.618 |
113-051 |
HIGH |
113-015 |
0.618 |
112-313 |
0.500 |
112-306 |
0.382 |
112-299 |
LOW |
112-278 |
0.618 |
112-242 |
1.000 |
112-220 |
1.618 |
112-184 |
2.618 |
112-127 |
4.250 |
112-033 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
112-306 |
113-004 |
PP |
112-300 |
112-312 |
S1 |
112-294 |
112-300 |
|